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Bayesian coresets have emerged as a promising approach for implementing scalable Bayesian inference. The Bayesian coreset problem involves selecting a (weighted) subset of the data samples, such that the posterior inference using the…

Machine Learning · Statistics 2021-03-01 Jacky Y. Zhang , Rajiv Khanna , Anastasios Kyrillidis , Oluwasanmi Koyejo

Distributed inference/estimation in Bayesian framework in the context of sensor networks has recently received much attention due to its broad applicability. The variational Bayesian (VB) algorithm is a technique for approximating…

Machine Learning · Statistics 2020-11-30 Junhao Hua , Chunguang Li

We introduce a new convexified matching method for missing value imputation and individualized inference inspired by computational optimal transport. Our method integrates favorable features from mainstream imputation approaches: optimal…

Econometrics · Economics 2024-07-09 YoonHaeng Hur , Tengyuan Liang

We present a fully distributed collision avoidance algorithm based on convex optimization for a team of mobile robots. This method addresses the practical case in which agents sense each other via measurements from noisy on-board sensors…

Optimization and Control · Mathematics 2019-06-04 Guillermo Angeris , Kunal Shah , Mac Schwager

Implicit stochastic models, where the data-generation distribution is intractable but sampling is possible, are ubiquitous in the natural sciences. The models typically have free parameters that need to be inferred from data collected in…

Machine Learning · Statistics 2020-08-17 Steven Kleinegesse , Michael U. Gutmann

Bayesian estimation is a powerful theoretical paradigm for the operation of quantum sensors. However, the Bayesian method for statistical inference generally suffers from demanding calibration requirements that have so far restricted its…

Quantum Physics · Physics 2021-09-22 Samuel P. Nolan , Augusto Smerzi , Luca Pezzè

Optimal sensor placement is a central challenge in the design, prediction, estimation, and control of high-dimensional systems. High-dimensional states can often leverage a latent low-dimensional representation, and this inherent…

Optimization and Control · Mathematics 2020-05-18 Krithika Manohar , Bingni W. Brunton , J. Nathan Kutz , Steven L. Brunton

Optimal portfolio allocation is often formulated as a constrained risk problem, where one aims to minimize a risk measure subject to some performance constraints. This paper presents new Bayesian Optimization algorithms for such constrained…

Portfolio Management · Quantitative Finance 2025-03-25 Robert Millar , Jinglai Li

We present a novel data-driven nested optimization framework that addresses the problem of coupling between plant and controller optimization. This optimization strategy is tailored towards instances where a closed-form expression for the…

Systems and Control · Electrical Eng. & Systems 2024-12-20 Ali Baheri , Chris Vermillion

I describe a framework for adaptive scientific exploration based on iterating an Observation--Inference--Design cycle that allows adjustment of hypotheses and observing protocols in response to the results of observation on-the-fly, as data…

Astrophysics · Physics 2009-11-10 Thomas J. Loredo

The Bayesian approach has proved to be a coherent approach to handle ill posed Inverse problems. However, the Bayesian calculations need either an optimization or an integral calculation. The maximum a posteriori (MAP) estimation requires…

Data Analysis, Statistics and Probability · Physics 2007-05-23 A. Mohammad-Djafari

Solutions to inverse problems that are ill-conditioned or ill-posed may have significant intrinsic uncertainty. Unfortunately, analysing and quantifying this uncertainty is very challenging, particularly in high-dimensional problems. As a…

Methodology · Statistics 2016-07-12 Marcelo Pereyra

This paper investigates the optimization of beamforming design in a system with integrated sensing and communication (ISAC), where the base station (BS) sends signals for simultaneous multiuser communication and radar sensing. We aim at…

Information Theory · Computer Science 2022-04-27 Zhenyao He , Wei Xu , Hong Shen , Yongming Huang , Huahua Xiao

The implementation of computational sensing strategies often faces calibration problems typically solved by means of multiple, accurately chosen training signals, an approach that can be resource-consuming and cumbersome. Conversely, blind…

Information Theory · Computer Science 2017-02-17 Valerio Cambareri , Laurent Jacques

Autonomous methods to align beamlines can decrease the amount of time spent on diagnostics, and also uncover better global optima leading to better beam quality. The alignment of these beamlines is a high-dimensional, expensive-to-sample…

We describe different Bayesian ensemble refinement methods, examine their interrelation, and discuss their practical application. With ensemble refinement, the properties of dynamic and partially disordered (bio)molecular structures can be…

Data Analysis, Statistics and Probability · Physics 2016-01-20 Gerhard Hummer , Jürgen Köfinger

The ability of robots to estimate their location is crucial for a wide variety of autonomous operations. In settings where GPS is unavailable, measurements of transmissions from fixed beacons provide an effective means of estimating a…

Robotics · Computer Science 2017-09-21 Charles Schaff , David Yunis , Ayan Chakrabarti , Matthew R. Walter

A Bayesian network is a widely used probabilistic graphical model with applications in knowledge discovery and prediction. Learning a Bayesian network (BN) from data can be cast as an optimization problem using the well-known…

Artificial Intelligence · Computer Science 2018-11-14 Zhenyu A. Liao , Charupriya Sharma , James Cussens , Peter van Beek

Adhesive joints are increasingly used in industry for a wide variety of applications because of their favorable characteristics such as high strength-to-weight ratio, design flexibility, limited stress concentrations, planar force transfer,…

Sensor noise sources cause differences in the signal recorded across pixels in a single image and across multiple images. This paper presents a Bayesian approach to decomposing and characterizing the sensor noise sources involved in imaging…